+615.0%
F vs SLB
+966.6%
-351.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +5.3% | +0.8% | +4.5% | +4.9% |
| 30D | +4.6% | +15.8% | -11.2% | -0.7% |
| 3M | -3.7% | -0.3% | -3.3% | -4.2% |
| 6M | +16.8% | +21.3% | -4.5% | +7.9% |
| YTD | +15.3% | +52.3% | -37.0% | -1.8% |
| 1Y | +31.0% | +63.6% | -32.6% | +8.5% |
| 3Y | +45.4% | +3.8% | +41.7% | +37.9% |
| 5Y | +54.7% | +128.6% | -74.0% | +7.9% |
| 10Y | +98.2% | -3.1% | +101.3% | +65.3% |
| All | +615.0% | +966.6% | -351.6% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling